Commit Graph

435 Commits

Author SHA1 Message Date
hroff-1902 90b0f1daa8 minor optimize cleanup 2019-06-10 02:08:54 +03:00
Matthias c2f6897d8b Move download of live data to load_data
Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
Matthias 236c392d28 Don't load hyperopts / optimize dependency tree if that module is not
used
2019-05-25 20:00:31 +02:00
Matthias b38c43141c Adjust imports to new location 2019-05-25 16:53:35 +02:00
hroff-1902 8b95e12468 log message adjusted in backtesting and hyperopt 2019-05-15 12:05:35 +03:00
Matthias bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults
Support for defaults in json schema
2019-04-24 12:20:39 +02:00
Matthias d16ccd7e37 Merge branch 'develop' into json-defaults 2019-04-24 09:51:04 +02:00
hroff-1902 ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902 9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902 4559a38172 PoC: use defaults in json schema for some exchange options 2019-04-08 04:42:28 +03:00
hroff-1902 8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe 2019-04-05 23:16:27 +03:00
Misagh 9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data
Fix backtest problem with partial data
2019-04-05 07:28:57 +02:00
Matthias 7010c835d2 Improve commentign 2019-04-04 20:23:10 +02:00
hroff-1902 2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias 32cbb714f9 Improve commenting on backtsting and backtest_multi_tst 2019-04-04 19:44:03 +02:00
Matthias 0307ba7883 Remove one branch - python does lazy evaluation 2019-04-03 20:04:04 +02:00
Matthias e085fd9e95 Disable dataprovider from hyperopt.
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
2019-03-25 19:49:58 +01:00
Matthias 0ae81d4115 Provide dataprovider access during backtesting 2019-03-25 19:26:51 +01:00
Matthias 00e6749d8b Refactor backtest() to be a bit more concise 2019-03-23 15:00:07 +01:00
Gianluca Puglia 6b89e86a97 Removed Timestamp cast 2019-03-20 19:44:59 +01:00
Gianluca Puglia 0eff324ce0 Use dedicated index for every pair 2019-03-20 18:38:10 +01:00
Matthias e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00
Matthias 02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias 3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
2019-01-25 06:38:39 +01:00
Matthias d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Gianluca Puglia 896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias 13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias 0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias 1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias a2c01916e1 Add type-ignores to floatfmt
tabulate supports this:
30554300d7/tabulate.py?at=master&fileviewer=file-view-default#tabulate.py-1291:1294
2019-01-17 20:28:21 +01:00
Matthias cd2bccd441 Have backtest use the same logic to get the ROI entry 2019-01-12 13:45:43 +01:00
Misagh 26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
interpolate missing candles
2019-01-04 22:33:53 +01:00
Matthias 2bc76771bf Align backtest to interface.py
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
2019-01-01 16:50:10 +01:00
Matthias fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias 8b9cc45f41 move test for data completeness
should be done before analyzing strategy
2018-12-31 15:09:50 +01:00
Matthias 429f846ad1 Switch load_data to kwargs 2018-12-15 20:31:05 +01:00
Matthias 6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias 21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias 432cc00283 Adjust imports to data.history 2018-12-14 06:32:49 +01:00
Matthias 7a533de1a8 Use list ticker history for backtesting 2018-12-12 19:17:09 +01:00
Matthias 3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen
fix backtesting not respecting max_open_trades
2018-11-30 19:17:09 +01:00
Matthias 21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
Matthias 93429a58b2 remove TODO 2018-11-09 07:13:20 +01:00
Matthias 66487f2a13 require start/end-date argument in backtest 2018-11-09 07:13:20 +01:00
Matthias e94da7ca41 inverse backtest logic to loop over time - not pairs (more realistic) 2018-11-09 07:12:41 +01:00
Matthias 95d271ca5d Fix ROI close-rate calculation to work with fees - adjust tests 2018-11-01 13:14:59 +01:00
Matthias 8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias f96f0cdea7 Add additional comment 2018-10-30 20:02:31 +01:00
Matthias 98050ff594 use all min_roi entries 2018-10-29 19:27:23 +01:00
Matthias 233c442af9 Adjust backtest so sell uses stop-loss or roi value as closerate 2018-10-29 19:27:23 +01:00
Matthias fb52d32296 Add validate_backtest_data function 2018-10-18 19:42:54 +02:00
Matthias d7459bbbf3 refactor get_timeframe out of backtesting class 2018-10-17 19:59:33 +02:00
Matthias 8a3272e7c5 don't copy tickerdata_to_dataframe into backtesting
it's used only once, so this does not make sense and hides the origin of
the function
2018-10-17 19:47:19 +02:00
Matthias 6e66763e5f Only load strategy once during backtesting 2018-09-27 19:23:55 +02:00
Matthias 567211e9f9 don't print "NAN" lines in "left_open_trades" 2018-09-20 20:35:26 +02:00
Matthias 6d1c82a5fa Remove last refreence to `get_candle_history` 2018-08-19 19:50:14 +02:00
Janne Sinivirta 3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
Allow multi strategy backtest without data reload
2018-08-02 12:35:47 +03:00
creslin a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
Matthias 40ee86b357 Adapt after rebase 2018-07-31 21:08:03 +02:00
Matthias 76fbb89a03 use print for backtest results to avoid odd newline-handling 2018-07-31 21:04:03 +02:00
Matthias c648e2acfc Adjust documentation to strategy table 2018-07-31 21:04:03 +02:00
Matthias 028589abd2 Add strategy summary table 2018-07-31 21:04:03 +02:00
Matthias 5125076f5d Fix typo 2018-07-31 21:04:03 +02:00
Matthias a57a2f4a75 Store backtest-result in different vars 2018-07-31 21:04:03 +02:00
Matthias bd3563df67 Add test for new functionality 2018-07-31 21:04:03 +02:00
Matthias 644f729aea Refactor strategy loading to __init__ 2018-07-31 21:04:03 +02:00
Matthias 5f2e92ec5c Refactor backtesting 2018-07-31 21:04:03 +02:00
Matthias 65aaa3dffd Extract backtest strategy setting 2018-07-31 21:04:03 +02:00
Matthias 56046b3cb3 Add strategylist option to backtesting 2018-07-31 21:04:03 +02:00
Matthias 787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
xmatthias 2e6e5029ba fix mypy and tests 2018-07-29 20:55:06 +02:00
Janne Sinivirta 4b38c8b11d use pandas own min and max for column sorting 2018-07-25 17:04:25 +03:00
Janne Sinivirta 0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason
Record sell reason
2018-07-24 09:09:45 +03:00
Matthias 4fb9823cfb fix rebase problem 2018-07-19 19:50:06 +02:00
Matthias 760c79c5e9 Use `.center()` to output trades header line 2018-07-19 19:39:08 +02:00
Matthias a452864b41 Use namedtuple for sell_return 2018-07-19 19:39:08 +02:00
Matthias 506aa0e3d3 Add print_sales table and test 2018-07-19 19:34:14 +02:00
Matthias 2a61629014 Export sell_reason from backtest 2018-07-19 19:29:31 +02:00
Matthias cbffd3650b add sell_reason to backtesting 2018-07-19 19:29:31 +02:00
Janne Sinivirta 0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
Janne Sinivirta 6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
Matthias aa69177436 Properly check emptyness and adjust floatfmt 2018-07-19 13:14:21 +02:00
Matthias 79b1030435 output duration in a more readable way 2018-07-18 20:08:55 +02:00
Matthias f9f6a3bd04
cast to int to keep exports constant 2018-07-18 09:29:51 +02:00
Matthias 8e4d2abd4e
Fix typo 2018-07-18 09:10:17 +02:00
Matthias 08237abe20
Fix wrong backtest duration
identified in #1038
2018-07-18 09:06:12 +02:00
Matthias c82276ecbe add --disable-max-market-positions 2018-07-17 21:05:03 +02:00
Matthias e17618407b Rename --realistic-simulation to --enable-position-stacking 2018-07-17 20:26:59 +02:00
Janne Sinivirta aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta 85e6c9585a remove pass-through methods from Analyze 2018-07-16 08:23:39 +03:00
Janne Sinivirta a74147c472 move strategy initialization outside Analyze 2018-07-16 08:23:39 +03:00
Matthias 06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
Janne Sinivirta aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Matthias 8b06000f0f Use open-rates for backtesting 2018-07-08 20:03:11 +02:00
Matthias efaa8f16e7 Improve formattiong of table 2018-07-08 20:01:33 +02:00
Matthias 1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
Michael Egger 6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot
allow backtest ploting
2018-06-29 19:44:06 +02:00
xmatthias e70cb963f7 document what to do with exported backtest results 2018-06-24 17:00:00 +02:00
Anton f82b809fcf Merge with develop 2018-06-23 16:50:27 +03:00
xmatthias 0440a19171 export open/close rate for backtesting too
preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
Janne Sinivirta c73b9f5c77 avoid calling exchange.get_fee inside loop 2018-06-22 21:04:07 +03:00
xmatthias 251f7db3ca require exchange object to delete pairs 2018-06-17 23:38:07 +02:00
xmatthias 21edcbdc27 Refactor exchange to class 2018-06-17 23:38:07 +02:00
Anton ae94ab17f4 Merge branch 'develop' into feature-unlimited-stake_amount 2018-06-17 02:23:40 +03:00
Matthias a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
Display open trades after backtest period
2018-06-16 12:49:08 +02:00
xmatthias c0289ad844 use list comprehension to build list 2018-06-13 19:53:12 +02:00
xmatthias e600be4f56 Reduce force-sell verbosity 2018-06-13 19:44:00 +02:00
xmatthias 6357812743 fix backtest report able 2018-06-13 06:57:49 +02:00
xmatthias e3ced7c15e extract export from backtest function 2018-06-12 22:29:30 +02:00
xmatthias bfde33c945 Use timestamp() instead of strftime
this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
2018-06-12 21:12:55 +02:00
xmatthias 335d1fbbbc Check if no backtest data is found and fail gracefully 2018-06-11 19:50:43 +02:00
xmatthias 12e455cbf5 add buy/sell index to backtest result 2018-06-10 20:52:42 +02:00
xmatthias 27ee8f7360 make flake happy 2018-06-10 13:55:48 +02:00
xmatthias 1cd7ac55a8 Added "left open trades" report 2018-06-10 13:45:16 +02:00
xmatthias b81588307f Add "open_at_end" parameter 2018-06-10 13:37:53 +02:00
xmatthias 31025216f9 fix type of open/close timestmap 2018-06-10 13:32:07 +02:00
xmatthias 322a528c12 fix bug with backtestResult 2018-06-10 13:25:16 +02:00
xmatthias 9c57d3aa8b add BacktestresultTuple 2018-06-10 13:15:46 +02:00
xmatthias c1b2e06eda simplify return from _get_sell_trade_entry 2018-06-10 09:07:04 +02:00
xmatthias 3094acc7fb update comment 2018-06-10 08:58:28 +02:00
xmatthias 24a875ed46 remove experimental parameters - they are read by analyze.py anyway 2018-06-09 21:44:57 +02:00
xmatthias 5623ea3ac6 Add forcesell at end of backtest period 2018-06-09 21:44:20 +02:00
Anton b4138f29c8 Merge with develop 2018-06-08 00:29:44 +03:00
Janne Sinivirta b4ae5a36a8 use .copy() to avoid Pandas mistake. drop first row because of shifting 2018-06-07 17:29:40 +03:00
Janne Sinivirta 7f8e0ba25f use buy/sell signal from previous candle, not current to avoid seeing to the future 2018-06-07 17:28:40 +03:00
xmatthias 7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
Anton 87f750da35 Merge with develop 2018-06-04 01:50:10 +03:00
xmatthias e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
xmatthias 50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Raymond Luo 2791d543ea Make backtesting report markdown shareable
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
2018-06-02 19:52:16 +02:00
xmatthias f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias 0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias 0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias 4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
Anton 3427c7eb54 Use constants 2018-05-25 17:04:08 +03:00
Anton 9be98cd8f7 Add ability to set unlimited stake_amount 2018-05-23 13:15:03 +03:00
gcarq 306885e174 Merge branch 'develop' into feat/objectify-ccxt 2018-05-02 22:49:55 +02:00
Matthias Voppichler a140748b5a Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix 2018-04-21 22:39:22 +02:00
gcarq 403f59ef45 use native python logger 2018-04-21 20:47:06 +02:00
Matthias Voppichler ce90ee4ac2 have backtesting use fee_open and fee_close 2018-04-21 20:05:49 +02:00
enenn 94287d66a8 Flake8 fixes 2018-04-12 18:16:27 +02:00
enenn 1678518cd4 Add dry_run=True to config during backtesting 2018-04-12 18:16:26 +02:00
enenn e42403fecc Change date to timestamp conversion method in backtesting 2018-04-12 18:07:44 +02:00
enenn 1f75636e56 [1/3] Add support for multiple exchanges with ccxt (objectified version) (#585)
* remove obsolete helper functions and make _state a public member.

* remove function assertions

* revert worker() changes

* Update pytest from 3.4.2 to 3.5.0

* Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling

* Add NetworkException

* Change pair format in constants.py

* Add tests for exchange functions that comply with ccxt

* Remove bittrex tests

* Remove Bittrex and Interface classes

* Add retrier decorator

* Remove cache from get_ticker

* Remove unused and duplicate imports

* Add keyword arguments for get_fee

* Implement 'get_pair_detail_url'

* Change get_ticker_history format to ccxt format

* Fix exchange urls dict, don't need to initialize exchanges

* Add "Using Exchange ..." logging line
2018-04-06 10:57:08 +03:00
gcarq fee8d0a2e1 refactor get_timeframe 2018-03-29 20:16:25 +02:00
Janne Sinivirta 85a81b18a3
Merge pull request #586 from xmatthias/obj_backtest_pr2
fix backtest --export format
2018-03-27 12:43:52 +03:00
Matthias Voppichler a182cab27f fix backtest --export format
reverts regression introduced in c623564
2018-03-26 20:28:51 +02:00
gcarq f374a062e1 remove freqtrade/logger.py 2018-03-25 21:43:00 +02:00
gcarq fa7f74b4bc use native python logger 2018-03-25 21:43:00 +02:00
gcarq 3f8d7dae39 make name a required argument and add fallback to getEffectiveLevel 2018-03-25 21:42:03 +02:00
Matthias Voppichler 85af68d807 ccxt - make backtesting work 2018-03-24 19:45:23 +01:00
Samuel Husso eb4ac73b78 remove last bittrex references so that bot is runnable 2018-03-22 08:29:52 +02:00
gcarq d2aea7bdc1 optimize imports 2018-03-20 19:50:04 +01:00
gcarq 5327533188 optimize: set correct typehints 2018-03-20 19:48:03 +01:00
gcarq a6a38735b1 backtesting: only respect max_open_trades with realistic_simulation 2018-03-20 19:38:33 +01:00
gcarq 93931eb32b fix typo in _generate_text_table 2018-03-19 23:05:12 +01:00
Gerald Lonlas de468c6fc8 Fix wrong realistic_simulation implementation in Hyperopt 2018-03-04 02:31:25 -08:00
Gerald Lonlas 6fcc173489 Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify 2018-03-04 01:33:39 -08:00
Gerald Lonlas 722ed48d9d Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify 2018-03-04 00:51:22 -08:00
Gerald Lonlas 38510d4b03 Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify 2018-03-03 17:26:06 -08:00
Gerald Lonlas 84759073d9 Refactor Configuration() to apply common configurations all the time and to remove show_info 2018-03-03 13:43:14 -08:00
Gerald Lonlas 0632cf0f44 Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify 2018-03-02 23:28:36 -08:00
Gerald Lonlas bbb1a31fda Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify 2018-03-03 10:01:06 +08:00
Gerald Lonlas d274f13480 Remove Memory profiler in Backtesting 2018-03-03 09:33:54 +08:00
Gerald Lonlas 8bd0f4d0d7 Remove ugly pprints 2018-03-03 09:33:54 +08:00
Gerald Lonlas 6ef7b7d93d Complete Backtesting and Hyperopt unit tests 2018-03-03 09:33:54 +08:00
Gerald Lonlas 1d251d6151 Move Backtesting to a class and add unit tests 2018-03-03 09:33:54 +08:00
Janne Sinivirta fac122891f remove stoploss parameter from backtest, it is loaded from strategy 2018-02-17 11:14:03 +02:00
Janne Sinivirta f64c8cc9ce realistic should be False by default and enabled with a --realistic-simulation flag 2018-02-15 13:11:17 +02:00
Janne Sinivirta 2dd2f31431 remove repeated condition 2018-02-11 14:31:37 +02:00
Janne Sinivirta dc105d5eae better names for row variables 2018-02-11 14:24:19 +02:00
Janne Sinivirta c62356438a loop over arrays instead of dataframes 2018-02-11 14:18:57 +02:00
kryofly 12a19e400f tests: more backtesting testing (#496)
* tests: more backtesting testing

* tests: hyperopt

* tests: document kludge

* tests: improve test_dataframe_correct_length

* tests: remove remarks
2018-02-08 21:49:43 +02:00
Janne Sinivirta a28ffcbcf7 remove slow unnecessary table scan 2018-02-06 21:21:47 +02:00
Janne Sinivirta a071571eac switch to faster short circuiting condition 2018-02-06 12:13:12 +02:00
Janne Sinivirta 5cf2dd79f2 don't reset index if not needed 2018-02-06 11:34:01 +02:00
Janne Sinivirta cf7c6d2e9c switch to properly using dates as indexes, makes date based searching and slicing a lot faster 2018-02-06 11:34:00 +02:00
Janne Sinivirta 8c7b29734e use date info to calculate trade durations 2018-02-06 11:34:00 +02:00
Janne Sinivirta 0a42a0e814
Merge pull request #479 from gcarq/fix/issue-478
Fix Backtesting / Hyperopt ticker_interval download
2018-01-31 17:15:47 +02:00
Jean-Baptiste LE STANG 07b7828f39 Fixing bug in backtesting causing to much sells 2018-01-31 07:59:45 +01:00
Gerald Lonlas d313eb812d Forgot one args.ticker_interval 2018-01-29 23:07:54 -08:00
Gerald Lonlas 524290d678 Fix backtesting ticker interval download 2018-01-29 22:51:29 -08:00
Jean-Baptiste LE STANG 94172091ae Refactoring the sell conditions evaluation to share the function with backtesting 2018-01-29 10:10:19 +01:00
Janne Sinivirta a7a7c37121 add day counter to timeframe 2018-01-26 18:32:45 +02:00
Janne Sinivirta b7e297ebda remove unused loop variable 2018-01-26 11:50:00 +02:00
Gerald Lonlas eac6e05392 Fix error when config does not have stoploss 2018-01-22 20:51:39 -08:00
Gerald Lonlas c46d78b4b9 Decouple strategy from analyse.py 2018-01-22 20:51:39 -08:00
Gerald Lonlas ad2a5f1717 Remove optimize.load_data() that is called twice 2018-01-20 15:35:13 -08:00
Jean-Baptiste LE STANG 36797cda30 Merge branch 'develop' into support_multiple_ticker 2018-01-20 19:25:47 +01:00
kryofly 4a9e1cb345 Merge branch 'develop' into backtest-export 2018-01-19 07:02:38 +01:00
Jean-Baptiste LE STANG 7b292d5ca3 backtesting takes its ticker_interval from the config file, else from the command line options 2018-01-17 13:52:14 +01:00
kryofly 0e58ab7e01 more advanced use of --timerange 2018-01-16 00:15:49 +01:00
kryofly 71bb348698 rename --timeperiod to --timerange 2018-01-15 21:49:06 +01:00
kryofly d4008374f6 backtest export: include enter,exit dates 2018-01-12 22:12:00 +01:00
kryofly 153e11f045 Merge branch 'develop' into timeperiod 2018-01-11 19:45:47 +01:00
kryofly 4781a23809 Merge branch 'develop' into backtest-export 2018-01-11 19:40:42 +01:00
kryofly ed47ee4e29 backtest export json2 2018-01-11 19:14:11 +01:00
kryofly 27769f0301 uncomplex backtest 2018-01-11 17:45:41 +01:00
Janne Sinivirta 86db6c9084 sort imports 2018-01-11 07:08:56 +02:00
Janne Sinivirta 1b6b0ad9d2 autopep8 2018-01-11 06:50:36 +02:00
kryofly b0f3fd7ffb timeperiod argument to backtesting and hyperopt 2018-01-10 23:48:59 +01:00
kryofly feca87345f refactor 2018-01-10 23:00:40 +01:00
kryofly 60ed4b9d1e --datadir <path> argument
This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
2018-01-06 23:24:35 +01:00
Janne Sinivirta 41933c31ca
Merge pull request #315 from kryofly/tests_jan05
tests cover more backtesting
2018-01-06 09:26:20 +02:00
kryofly 79fcd0b06c tests cover more backtesting 2018-01-05 10:44:10 +01:00
Gerald Lonlas 7fd6d089c0 Fix Backtesting header alignment 2018-01-04 23:14:10 -08:00
Gerald Lonlas 90017998fc Use named argument for backtest() 2018-01-04 22:27:55 -08:00
Jean-Baptiste LE STANG ea6a1c629d fixing pep8 compliance 2018-01-03 11:50:30 +01:00
Jean-Baptiste LE STANG eb53a796e2 pep8 compliance 2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG 45f2d01895 - add a profit/loss counter
- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
Jean-Baptiste LE STANG c176ace889 Adding sell_profit_only and stoploss in hyperopt 2018-01-03 10:56:18 +01:00
Janne Sinivirta fed3024302 rewrite get_timeframe in backtesting 2018-01-02 21:54:31 +02:00
Janne Sinivirta dc2f048c98 make tuples smaller in backtesting loops 2018-01-02 21:52:47 +02:00
Janne Sinivirta 82e9ed2ac2 shorten table title to match table length 2018-01-02 17:53:47 +02:00
Janne Sinivirta ae52880f81 improve backtesting result formatting 2018-01-02 17:39:02 +02:00
Janne Sinivirta 7b0beb0afa cleanups 2017-12-28 06:36:18 +02:00
Janne Sinivirta de33d69eed Lint fixes (#236)
* correct docstring

* add type annotation to trade_count_lock

* fix indentations

* allow globals in hyperopt.py

* fix import order

* simplify asserts

* use proper variable name

* simplify condition

* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
Janne Sinivirta 1058820e1b just pass stake_amount instead of the whole config 2017-12-23 19:00:49 +02:00
Gerald Lonlas d258118b0a Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit 2017-12-20 20:18:41 -08:00
Janne Sinivirta c8fb6c4661 More lint fixes (#198)
* autopep fixes

* remove unused imports

* fix plot_dataframe.py lint warnings

* make pep8 error fails the build

* two more line breakings

* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
Gerald Lonlas d613d63fdc Fix the fee calculation 2017-12-17 23:01:34 -08:00
Janne Sinivirta 80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00
Gérald LONLAS 512fcdbcb1 Allow user to update testdata files with parameter --refresh-pairs-cached (#174) 2017-12-16 15:42:28 +01:00
gcarq 95fe0f4dec fix pep8 warnings 2017-12-16 03:39:47 +01:00
toto 18f01113c2 use the CLI arguments as the ticker interval 2017-12-09 11:51:53 +01:00
toto f7def09dec fix for the ticker interval set by default to 5 2017-12-09 11:39:26 +01:00
gcarq e27a6a7a91 add mongodb support for hyperopt parallelization 2017-11-25 02:04:37 +01:00
gcarq 5bf583cba4 remove unused imports 2017-11-25 01:23:18 +01:00
gcarq 9ff1f05e66 add --epochs to hyperopt subcommand 2017-11-25 01:12:44 +01:00
gcarq b9c4eafd96 integrate hyperopt and implement subcommand 2017-11-25 01:04:11 +01:00
gcarq 3b37f77a4d move backtesting to freqtrade.optimize.backtesting 2017-11-24 23:58:35 +01:00